3 lines
230 B
Plaintext
3 lines
230 B
Plaintext
group_neutralize(rank(multiply(ts_delta(vwap, 3), ts_rank(divide(volume, ts_mean(volume, 10)), 20))), sector)
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rank(ts_corr(divide(close, ts_delay(close, 5)), divide(volume, ts_delay(volume, 5)), 15)) - rank(ts_std_dev(close, 10))
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